-65.3%
TEAM vs PENG
+42.1%
-107.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +12.4% | -28.5% | -18.3% |
| 7D | -19.8% | -19.4% | -0.4% | -17.5% |
| 30D | -21.5% | -42.4% | +20.9% | -14.6% |
| 3M | +39.5% | -25.6% | +65.1% | +42.8% |
| 6M | +73.1% | +7.3% | +65.8% | +47.0% |
| YTD | -5.2% | +113.9% | -119.1% | -36.4% |
| 1Y | -1.6% | +93.6% | -95.1% | -32.2% |
| 3Y | -11.4% | +170.2% | -181.7% | -52.6% |
| All | -65.3% | +42.1% | -107.4% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling